RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable BK_REVGAPSQ_F13
Quarterly Data From 1980:01 To 2006:04
Usable Observations    104      Degrees of Freedom   102
 Total Observations    108      Skipped/Missing        4
Centered R**2     0.048713      R Bar **2   0.039387
Uncentered R**2   0.300874      T x R**2      31.291
Mean of Dependent Variable      0.4989869256
Std Error of Dependent Variable 0.8348833411
Standard Error of Estimate      0.8182765215
Sum of Squared Residuals        68.296799503
Log Likelihood                    -125.70215
Durbin-Watson Statistic             0.372186

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.682366272  0.265402188      2.57106  0.01013863
2.  DUM94Q1                  -0.366758692  0.279625079     -1.31161  0.18965219

Difference in means =       -0.36676

Statistics on Series T_ORPH_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations                5000
Sample Mean             0.420532      Variance            2.494361
Standard Error          1.579355      of Sample Mean      0.022335
t-Statistic (Mean=0)   18.828009      Signif Level        0.000000
Skewness                1.183285      Signif Level (Sk=0) 0.000000
Kurtosis (excess)       2.536403      Signif Level (Ku=0) 0.000000
Jarque-Bera          2507.080740      Signif Level (JB=0) 0.000000

Minimum                -3.258228      Maximum             11.150321
01-%ile                -2.263845      99-%ile              5.563157
05-%ile                -1.638754      95-%ile              3.466307
10-%ile                -1.271164      90-%ile              2.501564
25-%ile                -0.648866      75-%ile              1.145252
Median                  0.143277

